GMB Korea Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:37.49% (-4.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1280 | 6.43 | |
| 0.1202 | 4.27 | |
| 0.7633 | 14.83 | |
| 0.1460 | 5.54 | |
| -0.2694 | -7.12 | |
| 0.1799 | 8.37 |
Estimation Period:
Nov 20, 2012 to Feb 6, 2026
Nov 20, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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